| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,016.00 |
11,089.25 |
73.25 |
0.7% |
11,592.50 |
| High |
11,231.25 |
11,164.25 |
-67.00 |
-0.6% |
11,619.00 |
| Low |
10,928.75 |
10,822.25 |
-106.50 |
-1.0% |
10,636.00 |
| Close |
11,094.25 |
10,830.75 |
-263.50 |
-2.4% |
10,890.25 |
| Range |
302.50 |
342.00 |
39.50 |
13.1% |
983.00 |
| ATR |
366.79 |
365.02 |
-1.77 |
-0.5% |
0.00 |
| Volume |
728,868 |
669,071 |
-59,797 |
-8.2% |
3,570,204 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,965.00 |
11,740.00 |
11,018.75 |
|
| R3 |
11,623.00 |
11,398.00 |
10,924.75 |
|
| R2 |
11,281.00 |
11,281.00 |
10,893.50 |
|
| R1 |
11,056.00 |
11,056.00 |
10,862.00 |
10,997.50 |
| PP |
10,939.00 |
10,939.00 |
10,939.00 |
10,910.00 |
| S1 |
10,714.00 |
10,714.00 |
10,799.50 |
10,655.50 |
| S2 |
10,597.00 |
10,597.00 |
10,768.00 |
|
| S3 |
10,255.00 |
10,372.00 |
10,736.75 |
|
| S4 |
9,913.00 |
10,030.00 |
10,642.75 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,997.50 |
13,426.75 |
11,431.00 |
|
| R3 |
13,014.50 |
12,443.75 |
11,160.50 |
|
| R2 |
12,031.50 |
12,031.50 |
11,070.50 |
|
| R1 |
11,460.75 |
11,460.75 |
10,980.25 |
11,254.50 |
| PP |
11,048.50 |
11,048.50 |
11,048.50 |
10,945.25 |
| S1 |
10,477.75 |
10,477.75 |
10,800.25 |
10,271.50 |
| S2 |
10,065.50 |
10,065.50 |
10,710.00 |
|
| S3 |
9,082.50 |
9,494.75 |
10,620.00 |
|
| S4 |
8,099.50 |
8,511.75 |
10,349.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,231.25 |
10,636.00 |
595.25 |
5.5% |
311.75 |
2.9% |
33% |
False |
False |
707,762 |
| 10 |
11,626.00 |
10,636.00 |
990.00 |
9.1% |
384.75 |
3.6% |
20% |
False |
False |
702,016 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.5% |
391.75 |
3.6% |
28% |
False |
False |
742,956 |
| 40 |
12,268.75 |
10,484.75 |
1,784.00 |
16.5% |
364.75 |
3.4% |
19% |
False |
False |
762,903 |
| 60 |
13,750.25 |
10,484.75 |
3,265.50 |
30.2% |
350.00 |
3.2% |
11% |
False |
False |
546,413 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.8% |
337.50 |
3.1% |
10% |
False |
False |
409,988 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.8% |
337.25 |
3.1% |
10% |
False |
False |
328,126 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.8% |
346.25 |
3.2% |
10% |
False |
False |
273,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,617.75 |
|
2.618 |
12,059.50 |
|
1.618 |
11,717.50 |
|
1.000 |
11,506.25 |
|
0.618 |
11,375.50 |
|
HIGH |
11,164.25 |
|
0.618 |
11,033.50 |
|
0.500 |
10,993.25 |
|
0.382 |
10,953.00 |
|
LOW |
10,822.25 |
|
0.618 |
10,611.00 |
|
1.000 |
10,480.25 |
|
1.618 |
10,269.00 |
|
2.618 |
9,927.00 |
|
4.250 |
9,368.75 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,993.25 |
10,991.00 |
| PP |
10,939.00 |
10,937.75 |
| S1 |
10,885.00 |
10,884.25 |
|